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We present a stochastic simulation model of a prototype financial market. Our market is populated by both noise traders and fundamentalist speculators. The dynamics covers switches in the prevailing mood among noise traders (optimistic or pessimistic)as well as switches of agents between the...
Persistent link: https://www.econbiz.de/10012789588
Recent mode coupling theory (MCT) calculations show that in attractive colloids one may observe a new type of glass originating from clustering effects, as a result of the attractive interaction. This happens in addition to the known glass-forming mechanism due to cage effects in the hard sphere...
Persistent link: https://www.econbiz.de/10010874339
Children and adolescents living in earthquake impacted areas may present various post-traumatic responses and adjustment along the post-traumatic reconstructive phases. Their surrounding environmental damage and reconstructive conditions may influence their adjustment as well. As part of a...
Persistent link: https://www.econbiz.de/10010846293
We propose a new method for the analysis of high-resolution incoherent quasi-elastic neutron scattering spectra of water in porous media and apply it, in particular, to a case of water in hydrated tricalcium silicate. We plot the normalized frequency-dependent susceptibility as a function of a...
Persistent link: https://www.econbiz.de/10011060918
Water is perhaps the most ubiquitous, and the most essential, of any molecule on earth. Indeed, it defies the imagination of even the most creative science fiction writer to picture what life would be like without water. Despite decades of research, however, water's puzzling properties are not...
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Motivated from the charting analysis in the financial industry, Chen and He (2003) are the first to use self-organizing maps to search for and identify price patterns. Such a model is referred to as the trajectory-domain model (TDM). Chen and Tsao (2003) apply the TDMs to three American stock...
Persistent link: https://www.econbiz.de/10005537635
In this paper, we propose a new architecture to study artificial stock markets. This architecture rests on a mechanism called "school" which is a procedure for mapping the phenotype to the genotype or, in plain English, to uncover the secret of success. We propose an agent-based model of school,...
Persistent link: https://www.econbiz.de/10005537707